-39.6%
TLT vs U
-33.8%
-5.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -1.0% | +16.9% | -18.0% | -1.4% |
| 30D | +4.1% | +6.4% | -2.2% | +3.9% |
| 3M | -0.4% | +13.2% | -13.5% | -0.7% |
| 6M | -3.2% | +84.8% | -87.9% | -4.6% |
| YTD | -3.5% | +12.4% | -15.9% | -4.2% |
| 1Y | -5.8% | +19.8% | -25.6% | -6.7% |
| 3Y | +4.6% | +83.8% | -79.2% | +1.5% |
| 5Y | -34.4% | -72.7% | +38.3% | -34.6% |
| All | -39.6% | -33.8% | -5.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling